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We construct Green's functions for divergence form, second order parabolic systems in non-smooth time-varying domains whose boundaries are locally represented as graph of functions that are Lipschitz continuous in the spatial variables and…
Integral form of the space-time-fractional Schr\"odinger equation for the scattering problem in the fractional quantum mechanics is studied in this paper. We define the fractional Green's function for the space-time fractional Schrodinger…
We present two observations related to theapplication of linear (LFE) and nonlinear fractional equations (NFE). First, we give the comparison and estimates of the role of the fractional derivative term to the normal diffusion term in a LFE.…
Using elementary methods we find surprising connections between the values of the Riemann Zeta Function over integers and the fractional parts of rational powers, and a connection between the Riemann Zeta Function and the Prime Zeta…
We consider a massive relativistic particle in the background of a gravitational plane wave. The corresponding Green functions for both spinless and spin 1/2 cases, previously computed by A. Barducci and R. Giachetti \cite{Barducci3}, are…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…
We provide explicit representations of Green's functions for general linear fractional differential operators with {\it variable coefficients} and Riemann-Liouvilles derivatives. We assume that all their coefficients are continuous in $[0,…
This paper deals with the evaluation of some definite Euler-type integrals in terms of the Wright hypergeometric function. We obtain a theorem on the Wright hypergeometric function and then use this theorem to evaluate some definite…
Using a recently developed approach for solving the three dimensional Dirac equation with spherical symmetry, we obtain simple representations for the Green's function of the Dirac-Oscillator and Dirac-Coulomb problems. This is accomplished…
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…
We define two types of Witten's zeta functions according to Cartan's classification of compact symmetric spaces. The type II is the original Witten zeta function constructed by means of irreducible representations of the simple compact Lie…
In order to describe more complex problem using the concept of fractional derivatives, we introduce in this paper the concept of fractional derivatives with orders. The new definitions are based upon the concept of power law together with…
The following material was created with the idea of being used for an introductory fractional calculus course. A recapitulation of the history of fractional calculus is presented, as well as the different attempts at fractional derivatives…
Quadratic fluctuations require an evaluation of ratios of functional determinants of second-order differential operators. We relate these ratios to the Green functions of the operators for Dirichlet, periodic and antiperiodic boundary…
We describe the classes of functions $f=(f(x), x\in R)$, for which processes $f(W_t)-Ef(W_t)$ and $f(W_t)/Ef(W_t)$ are martingales. We apply these results to give a martingale characterization of general solutions of the quadratic and the…
In reaction rate theory, in production-destruction type models and in reaction-diffusion problems when the total derivatives are replaced by fractional derivatives the solutions are obtained in terms of Mittag-Leffler functions and their…
This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…
We consider additive functionals as a time and space-dependent function of a diffusion corresponding to nonhomogeneous uniformly elliptic divergence form operator. We show that if the function belongs to natural domain of strong solutions…
In earlier papers Saxena et al. (2002, 2003) derived the solutions of a number of fractional kinetic equations in terms of generalized Mittag-Leffler functions which extended the work of Haubold and Mathai (2000). The object of the present…
We introduce two kinds of fractional integral operators; the one is defined via the exponential-integral function $$ E_1(x)=\int_x^\infty \frac{e^{-t}}{t}\,dt,\quad x>0, $$ and the other is defined via the special function $$…